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* [ci] manually create symlinks to R entrypoints on macOS (fixes #4988)

* exclude non-R CI jobs

* upgrade to R 4.1.2

* get logs for R install

* pin R 4.1.x jobs to macOS-10.15

* update to R 4.1.2 on Windows

* allow for non-latest macOS builds in GHA configuration

* fix prefix check

* fix config check

* more direct check for mac version

* uncomment other CIs

* update R version in CI job names

* Revert "[ci] ignore certificates for kitware apt channel in CUDA jobs (fixes #4646) (#4648)"

This reverts commit 10e0edc4.

* update cuda at CI

* feat: refit additional kwargs for dataset and predict

* test: kwargs for refit method

* fix: __init__ got multiple values for argument

* fix: pycodestyle E302 error

* refactor: dataset_params to avoid breaking change

* refactor: expose all Dataset params in refit

* feat: dataset_params updates new_params

* fix: remove unnecessary params to test

* test: parameters input are the same

* docs: address StrikeRUS changes

* test: refit test changes in train dataset

* test: set init_score and decay_rate to zero

* ENH save computations of exp in objectives

* CLN missing declaration

* add test for custom objective with regressor

* add test for custom binary classification objective with classifier

* isort

* got tests working for multiclass

* update docs

* train deeper model for classifier

* Apply suggestions from code review
Co-authored-by: José Morales <jmoralz92@gmail.com>

* Apply suggestions from code review
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* update multiclass tests

* Apply suggestions from code review
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* fix multiclass probabilities

* linting
Co-authored-by: José Morales <jmoralz92@gmail.com>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Update README.rst

* Update FAQ.rst

* Update lgb.cv.R

* Update test_learning_to_rank.R

* Update test_basic.R

* Update lgb.Booster.R

* Update lgb.cv.R

* Update lgb.train.R

* Update lgb.Booster.R

* Update .appveyor.yml

* Update VERSION.txt

* Update cran-comments.md

* Auto-update configure
Co-authored-by: GitHub Actions Bot <githubactionsbot@users.noreply.github.com>

* fixes

* revert debugging code

* add test

* check for LightGBM explicitly

* empty commit

* revert unnecessary line deletion

* respect verbose everywhere and update params for constructted dataset

* Update R-package/R/lgb.Dataset.R
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* [R-package] [docs] fix calculation of R test coverage (fixes #4919)

* use quotes

* use in_covr() instead of env variable

* Update R-package/README.md
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* check that covr exists

* add covr to suggests

* use R_COVR environment variable

* Update R-package/tests/testthat/test_lgb.unloader.R
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* [R-package] respect aliases for objective and metric

* move eval code closer to eval processing

* remove unnecessary diff

* Update R-package/tests/testthat/test_basic.R

[python] raise an informative error instead of segfaulting when custom objective produces incorrect output (#4815)

* fix for bad grads causing segfault

* adjust checking criteria to properly reflect reality of multi-class classifiers

* fix styling

* Line break before operator

* Update python-package/lightgbm/basic.py
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Update python-package/lightgbm/basic.py
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* add a note to the C-API docs

* rearrange text s;ightly

* add some tests to python package

* Update include/LightGBM/c_api.h
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* PR comments

* match argument is a regex and our expression has brackets ..

* rework tests

* isorting imports

* updating test to relfect that the python APi does not take pres/labels as a fobj function
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* [R-package] fix handling of duplicate parameters (fixes #4521)

* add gsub stuff back in for now

* added argument eval_train_metric

* remove unnecessary whitespace

* removed further trailing whitespace

* move new argument to the last position

* update R docu

* unit tests for eval_train_metric

* Update R-package/tests/testthat/test_basic.R
Co-authored-by: James Lamb <jaylamb20@gmail.com>
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* [R-package] update parameter 'verbosity' based on keyword arg 'verbose'

* add tests

Sample data is useless after BinMapper is constructed, but the corresponding memory is still there before feature extraction is finished.

* [R-package] fix CVBooster reset_parameter() method (fixes #4900)

* make it clear that there should be one booster per fold

* [R-package] reduce verbosity in tests using lgb.train()

* Update R-package/tests/testthat/test_lgb.Booster.R

[tests][python-package] change boston dataset to synthetic dataset in tests that don't check score (#4895)

* change boston dataset to synthetic dataset in tests that don't evaluate score

* format imports

* Update test_sklearn.py

* Update python_package.yml

* Update python_package.yml

* Update callback.py

* Update callback.py

* Update sklearn.py

* Update sklearn.py

* Update test_sklearn.py

* Update .appveyor.yml

* Update .vsts-ci.yml

* Update python_package.yml

* Update setup.py

* Update test.sh

* [R-package] reduce verbosity in some unit tests

* simplify

* Update R-package/tests/testthat/test_lgb.plot.interpretation.R

* update flaml link to lgbm example

* Update README.md
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Update .vsts-ci.yml

* Update .vsts-ci.yml

* Update Installation-Guide.rst

* Update install.libs.R

* Update setup.py

* Update r_package.yml

* Update install.libs.R

* remove `verbose_eval` argument

* update example Notebook

* [R-package] remove support for '...' in slice()

* remove all dots

* update documentation